12th German Probability and Statistics Days.Higher Order Elicitability: Expected Shortfall is jointly elicitable with Value at Risk – Implications for Backtesting
1 - 4 March 2016, Ruhr University Bochum, Germany.

2015

Research Training Group: High dimensional phenomena in probability.Testing the maximal rank of the volatility process for continuous diffusions observed with noise
23 November 2015, Ruhr University Bochum, Germany.

Dependence and Risk Measures.Higher order elicitability and Osband’s principle:
Expected Shortfall is jointly elicitable with Value at Risk
12 - 13 November 2015, University of Milano-Bicocca, Italy.
Winner of the 'Prometeia Award' for the best presentation.

Institute Seminar.Higher order elicitability and Osband's principle
21 October 2015, University of Bern, Switzerland.

Collaborators

PhD Advisor

Collaborators

Short CV

During my bachelor and master program from 2008 to 2013, I studied at Heidelberg University in Germany. I did a major in mathematics mainly focusing on probability theory and statistics which was complemented by a minor in philosophy during my bachelor program and by economics during my master program. Johanna F. Ziegel and Mark Podolskij jointly supervised my bachelor thesis with the title "The theorem of Breuer-Major, convergence rates in central limit theorems".

After finishing my master thesis titled "A test for the rank of the volatility process in the presence of noise" supervised by Mark Podolskij, I joined the group of Johanna F. Ziegel at the Institute of Mathematical Statistics and Actuarial Science at the University of Bern, Switzerland, in 2013. Here, I am currently working as a PhD student and assistant.